+33.8%
CP vs OUST
+53.2%
-19.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.0% |
| 7D | +0.9% | +19.9% | -19.0% | +0.5% |
| 30D | +10.3% | +3.6% | +6.8% | +10.2% |
| 3M | +2.3% | -20.6% | +22.9% | +2.6% |
| 6M | +10.7% | +35.1% | -24.3% | +7.1% |
| YTD | +29.3% | +69.1% | -39.8% | +22.1% |
| All | +33.8% | +53.2% | -19.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling